From ffc0ded48d5118f20c274ccaf65819934636b0c5 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 04 七月 2025 13:34:04 +0800
Subject: [PATCH] 接口调整（L2数据急速模式/L后手动撤单率设置）
---
utils/data_export_util.py | 59 +++++++++++++++++++++++++++++++++++++++++------------------
1 files changed, 41 insertions(+), 18 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index 02e93e9..1b0701b 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -33,7 +33,16 @@
# 鑾峰彇L2鐨勬暟鎹�
-def get_l2_datas(code, today_datas=None, date=None, end_index=None):
+def get_l2_datas(code, today_datas=None, date=None, end_index=None, fast_mode=False):
+ """
+
+ @param code:
+ @param today_datas:
+ @param date:
+ @param end_index:
+ @param fast_mode: 鏄惁鏄�ラ�熸ā寮�
+ @return:
+ """
__start_time = time.time()
if date is None:
date = tool.get_now_date_str()
@@ -57,22 +66,37 @@
sell_no_dict = {}
active_sell_map = {}
else:
- tasks = [dask.delayed(log_export.get_l2_process_position)(code, date),
- dask.delayed(log_export.get_l2_trade_position)(code, date),
- dask.delayed(log_export.get_real_place_order_positions)(code, date),
- dask.delayed(log_export.load_huaxin_deal_record)(code, date),
- dask.delayed(log_export.load_cancel_buy_reasons)(code, date),
- dask.delayed(log_export.load_huaxin_transaction_sell_no)(code, date),
- dask.delayed(log_export.load_huaxin_active_sell_map)(date),
- ]
- results = dask.delayed(tasks).compute()
- process_indexs = results[0]
- trade_indexs = results[1]
- real_position_indexes = results[2]
- deal_list = results[3]
- cancel_reasons = results[4]
- sell_no_dict = results[5]
- active_sell_map = results[6]
+ if not fast_mode:
+ tasks = [dask.delayed(log_export.get_l2_process_position)(code, date),
+ dask.delayed(log_export.get_l2_trade_position)(code, date),
+ dask.delayed(log_export.get_real_place_order_positions)(code, date),
+ dask.delayed(log_export.load_huaxin_deal_record)(code, date),
+ dask.delayed(log_export.load_cancel_buy_reasons)(code, date),
+ dask.delayed(log_export.load_huaxin_transaction_sell_no)(code, date),
+ dask.delayed(log_export.load_huaxin_active_sell_map)(date),
+ ]
+ results = dask.delayed(tasks).compute()
+ process_indexs = results[0]
+ trade_indexs = results[1]
+ real_position_indexes = results[2]
+ deal_list = results[3]
+ cancel_reasons = results[4]
+ sell_no_dict = results[5]
+ active_sell_map = results[6]
+ else:
+ process_indexs = []
+ trade_indexs = []
+ deal_list = []
+ sell_no_dict = {}
+ active_sell_map = {}
+ tasks = [dask.delayed(log_export.get_real_place_order_positions)(code, date),
+ dask.delayed(log_export.load_cancel_buy_reasons)(code, date),
+ ]
+ results = dask.delayed(tasks).compute()
+ real_position_indexes = results[0]
+ cancel_reasons = results[1]
+
+
deal_list_dict = {}
for d in deal_list:
deal_list_dict[str(d[0])] = d
@@ -93,7 +117,6 @@
if deal_big_buy_order_list:
for d in deal_big_buy_order_list:
deal_big_buy_order_no_dict[d[0]] = d
-
fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos,
active_sell_set, cancel_reasons, deal_big_buy_order_no_dict)
return fdatas
--
Gitblit v1.8.0